+62.1%
NTAP vs EOSE
-42.0%
+104.1%
-24.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | -1.0% | +9.5% | +8.6% |
| 7D | +7.4% | +1.8% | +5.6% | +7.3% |
| 30D | -1.4% | -6.8% | +5.5% | -1.2% |
| 3M | +24.6% | -36.3% | +60.9% | +26.3% |
| 6M | +105.9% | -38.8% | +144.7% | +107.2% |
| YTD | +88.5% | -65.5% | +154.1% | +93.2% |
| 1Y | +62.1% | -45.3% | +107.4% | +53.7% |
| All | +62.1% | -42.0% | +104.1% | +53.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EOSE.
Daily Out/Under-Performance
Portfolio return minus EOSE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EOSE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded EOSE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling